The goal of this research is developing a unified numerical method for simulating continuum and transitional flow. To achieve our ultimate goal, first, hyperbolic-relaxation equations are introduced, then a new discretization method is developed. The method is based on Huynh’s upwind moment scheme, with implicit treatment of the source term. Our previous linear method is generalized to 1-D nonl...

A method for the explicit computation of the Lyapunov exponents of certain Markov processes is developed. Its utility is demonstrated by an application to two-dimensional random evolution differential equations. Our approach exploits the relation between the Lyapunov exponent and the p-moment Lyapunov exponents, as was first observed and studied by Arnold [1]. The p-moment Lyapunov exponent is ...

In this paper, an analytical approach for deriving the Green’s function of circular and annular plate was presented. Null-field integral equations were employed to solve the plate problems while kernel functions were expanded to degenerate kernels. The unknown boundary data of the displacement, slope, normal moment and effective shear force were expressed in terms of Fourier series. It was noti...

The main purpose of this paper is to provide a quantitative analysis to investigate the behavior of the OPEC oil price. Obtaining the best mathematical equation to describe the price and volatility of oil has a great importance. Stochastic differential equations are one of the best models to determine the oil price, because they include the random factor which can apply the effect of different ...

in this article we study steensen method to solve nonlinear matrix equation x+a^t x^(-1) a=q, when a is a normal matrix. we establish some conditions that generate a sequence of positive denite matrices which converges to solution of this equation.

We show that various (discrete) methods for the approximate solution of Volterra (and Abel) integral equations of the first kind correspond to some discrete version of the method of (recursive) collocation in the space of (continuous) piecewise polynomials. In a collocation method no distinction has to be made between equations with regular or weakly singular kernels; the regularity or nonregul...